CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 17-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0131 |
1.0038 |
-0.0093 |
-0.9% |
1.0356 |
| High |
1.0145 |
1.0082 |
-0.0063 |
-0.6% |
1.0378 |
| Low |
1.0020 |
0.9938 |
-0.0082 |
-0.8% |
1.0008 |
| Close |
1.0110 |
0.9947 |
-0.0163 |
-1.6% |
1.0244 |
| Range |
0.0125 |
0.0144 |
0.0019 |
15.2% |
0.0370 |
| ATR |
0.0178 |
0.0177 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
109,058 |
141,975 |
32,917 |
30.2% |
554,581 |
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0421 |
1.0328 |
1.0026 |
|
| R3 |
1.0277 |
1.0184 |
0.9987 |
|
| R2 |
1.0133 |
1.0133 |
0.9973 |
|
| R1 |
1.0040 |
1.0040 |
0.9960 |
1.0015 |
| PP |
0.9989 |
0.9989 |
0.9989 |
0.9976 |
| S1 |
0.9896 |
0.9896 |
0.9934 |
0.9871 |
| S2 |
0.9845 |
0.9845 |
0.9921 |
|
| S3 |
0.9701 |
0.9752 |
0.9907 |
|
| S4 |
0.9557 |
0.9608 |
0.9868 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1320 |
1.1152 |
1.0448 |
|
| R3 |
1.0950 |
1.0782 |
1.0346 |
|
| R2 |
1.0580 |
1.0580 |
1.0312 |
|
| R1 |
1.0412 |
1.0412 |
1.0278 |
1.0311 |
| PP |
1.0210 |
1.0210 |
1.0210 |
1.0160 |
| S1 |
1.0042 |
1.0042 |
1.0210 |
0.9941 |
| S2 |
0.9840 |
0.9840 |
1.0176 |
|
| S3 |
0.9470 |
0.9672 |
1.0142 |
|
| S4 |
0.9100 |
0.9302 |
1.0041 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0299 |
0.9938 |
0.0361 |
3.6% |
0.0153 |
1.5% |
2% |
False |
True |
102,054 |
| 10 |
1.0387 |
0.9938 |
0.0449 |
4.5% |
0.0158 |
1.6% |
2% |
False |
True |
109,276 |
| 20 |
1.0687 |
0.9938 |
0.0749 |
7.5% |
0.0175 |
1.8% |
1% |
False |
True |
127,713 |
| 40 |
1.0687 |
0.9302 |
0.1385 |
13.9% |
0.0184 |
1.8% |
47% |
False |
False |
139,728 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
13.9% |
0.0174 |
1.7% |
47% |
False |
False |
108,847 |
| 80 |
1.0875 |
0.9302 |
0.1573 |
15.8% |
0.0168 |
1.7% |
41% |
False |
False |
81,685 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.8% |
0.0152 |
1.5% |
41% |
False |
False |
65,366 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.8% |
0.0135 |
1.4% |
41% |
False |
False |
54,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0694 |
|
2.618 |
1.0459 |
|
1.618 |
1.0315 |
|
1.000 |
1.0226 |
|
0.618 |
1.0171 |
|
HIGH |
1.0082 |
|
0.618 |
1.0027 |
|
0.500 |
1.0010 |
|
0.382 |
0.9993 |
|
LOW |
0.9938 |
|
0.618 |
0.9849 |
|
1.000 |
0.9794 |
|
1.618 |
0.9705 |
|
2.618 |
0.9561 |
|
4.250 |
0.9326 |
|
|
| Fisher Pivots for day following 17-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0010 |
1.0062 |
| PP |
0.9989 |
1.0024 |
| S1 |
0.9968 |
0.9985 |
|